Exponentially Windowed Estimates of a Periodically Sampled Time-Series, and Its First and Second Derivatives Using Quadratic Regression.
Ken LeverPublished in: SIAM Rev. (1990)
Keyphrases
- multi variate
- regression model
- pairwise
- higher order
- regression problems
- dynamic time warping
- ridge regression
- support vector regression
- model selection
- multivariate time series
- fourier transform
- feature selection
- locally weighted
- regression algorithm
- non stationary
- objective function
- data sets
- gaussian processes
- linear regression
- regression methods
- high dimensional
- support vector
- image derivatives